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Integrality gap minimization heuristics for binary mixed integer nonlinear programming. (English) Zbl 1402.90101
Summary: We present two feasibility heuristics for binary mixed integer nonlinear programming. Called integrality gap minimization algorithm (IGMA) – Versions 1 and 2, our heuristics are based on the solution of integrality gap minimization problems with a space partitioning scheme defined over the integer variables of the problem addressed. Computational results on a set of benchmark instances show that the proposed approaches present satisfactory results.

90C11 Mixed integer programming
90C59 Approximation methods and heuristics in mathematical programming
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